Linear interpolation of stationary processes from the signs of their derivatives (Q1063994)
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scientific article; zbMATH DE number 3919598
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| English | Linear interpolation of stationary processes from the signs of their derivatives |
scientific article; zbMATH DE number 3919598 |
Statements
Linear interpolation of stationary processes from the signs of their derivatives (English)
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1985
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In this paper, the problem of reconstruction of a stationary Gaussian process from its sign and the signs of its derivatives is considered. The expressions for the minimum mean squared error linear interpolator and error estimation are given. Numerical results of some examples are evaluated.
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stationary Gaussian process
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signs
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derivatives
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minimum mean squared error linear interpolator
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error estimation
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Numerical results
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0.9060569
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0.89300454
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0.8871503
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0.8722919
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0.86877894
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